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ModsHE3023AY2017/2018 Semester 2
Econometric Analysis Of Financial Data
AY2017/2018 Semester 2
The application of econometric techniques in finance has expanded rapidly in recent years. Topics covered include ARIMA models, volatility modelling, unit roots, cointegration and multivariate models. This course will emphasize hands-on applications using computer software.
| AUs | 3.0 AUs |
| Categories | CoreMinorsBDE |
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